MW 10:30am - 12:20pm
CFRM 502 B, CFRM 502 C, CFRM 502 D
Introduces the R statistical programming language for computational finance application. Focuses on use of R packages for quantitative finance and R scripts development for statistical analysis and modeling methods in key quantitative finance areas including factor modeling, financial time series, and portfolio analytics. Prerequisite: CFRM 501. Offered: A.
September 5, 2017 - 9:20pm